+2,529.6%
ICE vs DECK
+8,454.6%
-5,924.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.0% | -3.6% | +0.7% |
| 7D | +12.2% | +10.4% | +1.8% | +9.2% |
| 30D | +15.0% | +11.1% | +3.9% | +11.7% |
| 3M | +17.6% | -10.8% | +28.4% | +20.9% |
| 6M | +12.6% | -8.7% | +21.3% | +14.4% |
| YTD | +9.1% | -14.0% | +23.2% | +11.2% |
| 1Y | +20.6% | +12.0% | +8.6% | +14.0% |
| 3Y | +68.3% | -10.5% | +78.7% | +55.7% |
| 5Y | +36.8% | +28.5% | +8.4% | +8.3% |
| 10Y | +272.4% | +923.3% | -650.9% | +32.7% |
| All | +2,529.6% | +8,454.6% | -5,924.9% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling